woocommerce_rest_cannot_view error when using the REST API

I cannot get the Woocommerce REST API to work at all.

I logged in as an administrator, created a pair of keys with read/write permission and opened the following URL:

https://example.com/wp-json/wc/v2/payment_gateways?consumer_key=ck_abc&consumer_secret=cs_abc

I got the following error:

{"code":"woocommerce_rest_cannot_view","message":"Sorry, you cannot list resources.","data":{"status":401}}

I opened the file that generated this error (woocommerce/packages/woocommerce-rest-api/src/Controllers/Version2/class-wc-rest-payment-gateways-v2-controller.php) and added the following on line 84 inside the get_items_permissions_check() function.

var_dump( get_current_user_id() );

To my surprise it returned 0 even though I was logged into WordPress.

What is going on here?

The page I need help with: [log in to see the link]